NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
3.101 |
3.113 |
0.012 |
0.4% |
3.144 |
| High |
3.150 |
3.136 |
-0.014 |
-0.4% |
3.196 |
| Low |
3.078 |
3.083 |
0.005 |
0.2% |
3.097 |
| Close |
3.120 |
3.134 |
0.014 |
0.4% |
3.106 |
| Range |
0.072 |
0.053 |
-0.019 |
-26.4% |
0.099 |
| ATR |
0.077 |
0.076 |
-0.002 |
-2.2% |
0.000 |
| Volume |
13,853 |
15,890 |
2,037 |
14.7% |
46,948 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.277 |
3.258 |
3.163 |
|
| R3 |
3.224 |
3.205 |
3.149 |
|
| R2 |
3.171 |
3.171 |
3.144 |
|
| R1 |
3.152 |
3.152 |
3.139 |
3.162 |
| PP |
3.118 |
3.118 |
3.118 |
3.122 |
| S1 |
3.099 |
3.099 |
3.129 |
3.109 |
| S2 |
3.065 |
3.065 |
3.124 |
|
| S3 |
3.012 |
3.046 |
3.119 |
|
| S4 |
2.959 |
2.993 |
3.105 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.430 |
3.367 |
3.160 |
|
| R3 |
3.331 |
3.268 |
3.133 |
|
| R2 |
3.232 |
3.232 |
3.124 |
|
| R1 |
3.169 |
3.169 |
3.115 |
3.151 |
| PP |
3.133 |
3.133 |
3.133 |
3.124 |
| S1 |
3.070 |
3.070 |
3.097 |
3.052 |
| S2 |
3.034 |
3.034 |
3.088 |
|
| S3 |
2.935 |
2.971 |
3.079 |
|
| S4 |
2.836 |
2.872 |
3.052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.196 |
3.078 |
0.118 |
3.8% |
0.066 |
2.1% |
47% |
False |
False |
11,757 |
| 10 |
3.283 |
3.078 |
0.205 |
6.5% |
0.066 |
2.1% |
27% |
False |
False |
11,538 |
| 20 |
3.283 |
2.969 |
0.314 |
10.0% |
0.074 |
2.3% |
53% |
False |
False |
11,575 |
| 40 |
3.391 |
2.969 |
0.422 |
13.5% |
0.076 |
2.4% |
39% |
False |
False |
9,593 |
| 60 |
3.391 |
2.927 |
0.464 |
14.8% |
0.071 |
2.3% |
45% |
False |
False |
8,113 |
| 80 |
3.391 |
2.927 |
0.464 |
14.8% |
0.069 |
2.2% |
45% |
False |
False |
7,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.361 |
|
2.618 |
3.275 |
|
1.618 |
3.222 |
|
1.000 |
3.189 |
|
0.618 |
3.169 |
|
HIGH |
3.136 |
|
0.618 |
3.116 |
|
0.500 |
3.110 |
|
0.382 |
3.103 |
|
LOW |
3.083 |
|
0.618 |
3.050 |
|
1.000 |
3.030 |
|
1.618 |
2.997 |
|
2.618 |
2.944 |
|
4.250 |
2.858 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.126 |
3.136 |
| PP |
3.118 |
3.135 |
| S1 |
3.110 |
3.135 |
|